Report NEP-UPT-2019-08-26

This is the archive for NEP-UPT, a report on new working papers in the area of Utility Models and Prospect Theory. Alexander Harin issued this report. It is usually issued weekly.

Subscribe to this report: email, RSS, or Mastodon.

Other reports in NEP-UPT

The following items were announced in this report:

• Misha Perepelitsa, 2019. "A model of discrete choice based on reinforcement learning under short-term memory," Papers 1908.06133, arXiv.org.
• Christoph Kuzmics & Brian W. Rogers & Xiannong Zhang, 2019. "Is Ellsberg behavior evidence of ambiguity aversion?," Graz Economics Papers 2019-07, University of Graz, Department of Economics.
• Fabrizio Adriani & Silvia Sonderegger, 2019. "Optimal similarity judgments in intertemporal choice (and beyond)," Discussion Papers 2019-06, The Centre for Decision Research and Experimental Economics, School of Economics, University of Nottingham.
• Ankush Agarwal & Matthew Lorig, 2019. "The implied Sharpe ratio," Papers 1908.04837, arXiv.org.
• Subhojit Biswas & Diganta Mukherjee, 2019. "Discrete time portfolio optimisation managing value at risk under heavy tail return distribution," Papers 1908.03907, arXiv.org, revised Nov 2020.
• Martin, Ian & ,, 2019. "Sentiment and Speculation in a Market with Heterogeneous Beliefs," CEPR Discussion Papers 13857, C.E.P.R. Discussion Papers.
• Subhojit Biswas & Mrinal K. Ghosh & Diganta Mukherjee, 2019. "Portfolio Optimization Managing Value at Risk under Heavy Tail Return, using Stochastic Maximum Principle," Papers 1908.03905, arXiv.org, revised Nov 2020.
• Matthew Gould & Matthew D. Rablen, 2019. "Are World Leaders Loss Averse?," CESifo Working Paper Series 7763, CESifo.
• Hans Carlsson & Philipp Christoph Wichardt, 2019. "Strict Incentives and Strategic Uncertainty," CESifo Working Paper Series 7715, CESifo.
• Jos'e Cl'audio do Nascimento, 2019. "Behavioral Biases and Nonadditive Dynamics in Risk Taking: An Experimental Investigation," Papers 1908.01709, arXiv.org, revised Apr 2023.
• Sanjit Dhami & Junaid Arshad & Ali al-Nowaihi, 2019. "Psychological and Social Motivations in Microfinance Contracts: Theory and Evidence," CESifo Working Paper Series 7773, CESifo.
• Mariana Carrera & Heather Royer & Mark Stehr & Justin Sydnor & Dmitry Taubinsky, 2019. "Who Chooses Commitment? Evidence and Welfare Implications," NBER Working Papers 26161, National Bureau of Economic Research, Inc.
• Fedor Sandomirskiy & Erel Segal-Halevi, 2019. "Efficient Fair Division with Minimal Sharing," Papers 1908.01669, arXiv.org, revised Apr 2022.
• Jonathan Benchimol & Lahcen Bounader, 2019. "Optimal Monetary Policy under Bounded Rationality," Bank of Israel Working Papers 2019.07, Bank of Israel.
• Farhad Farokhi, 2019. "Temporally Discounted Differential Privacy for Evolving Datasets on an Infinite Horizon," Papers 1908.03995, arXiv.org, revised Jan 2020.